+478.5%
GS vs DHR
+253.6%
+224.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.1% | +2.6% | +3.8% |
| 7D | +0.8% | +3.1% | -2.3% | -0.4% |
| 30D | +1.2% | +7.0% | -5.7% | -1.5% |
| 3M | -12.4% | +15.0% | -27.4% | -17.7% |
| 6M | -2.3% | +37.9% | -40.2% | -16.6% |
| YTD | +4.6% | +3.3% | +1.3% | +1.6% |
| 1Y | +17.5% | +12.8% | +4.7% | +9.5% |
| 3Y | +202.0% | +22.4% | +179.7% | +162.7% |
| 5Y | +152.4% | -9.1% | +161.4% | +146.2% |
| 10Y | +478.5% | +247.9% | +230.6% | +170.6% |
| All | +478.5% | +253.6% | +224.9% | +170.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling